IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v126y2017icp114-118.html
   My bibliography  Save this article

Generalized mixed effects regression trees

Author

Listed:
  • Hajjem, Ahlem
  • Larocque, Denis
  • Bellavance, François

Abstract

This paper presents generalized mixed effects regression trees, an extension of mixed effects regression trees to other types of outcomes. A simulation shows that the proposed method provides substantial improvements over standard trees when data are correlated.

Suggested Citation

  • Hajjem, Ahlem & Larocque, Denis & Bellavance, François, 2017. "Generalized mixed effects regression trees," Statistics & Probability Letters, Elsevier, vol. 126(C), pages 114-118.
    • Handle: RePEc:eee:stapro:v:126:y:2017:i:c:p:114-118
    DOI: 10.1016/j.spl.2017.02.033
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167715217300895
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.spl.2017.02.033?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Hajjem, Ahlem & Bellavance, François & Larocque, Denis, 2011. "Mixed effects regression trees for clustered data," Statistics & Probability Letters, Elsevier, vol. 81(4), pages 451-459, April.
    2. Bürgin, Reto & Ritschard, Gilbert, 2015. "Tree-based varying coefficient regression for longitudinal ordinal responses," Computational Statistics & Data Analysis, Elsevier, vol. 86(C), pages 65-80.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Shuwen Hu & You-Gan Wang & Christopher Drovandi & Taoyun Cao, 2023. "Predictions of machine learning with mixed-effects in analyzing longitudinal data under model misspecification," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 32(2), pages 681-711, June.
    2. Luca Fontana & Chiara Masci & Francesca Ieva & Anna Maria Paganoni, 2021. "Performing Learning Analytics via Generalised Mixed-Effects Trees," Data, MDPI, vol. 6(7), pages 1-31, July.
    3. Tsubasa Ito & Shonosuke Sugasawa, 2023. "Grouped generalized estimating equations for longitudinal data analysis," Biometrics, The International Biometric Society, vol. 79(3), pages 1868-1879, September.
    4. Peter Calhoun & Richard A. Levine & Juanjuan Fan, 2021. "Repeated measures random forests (RMRF): Identifying factors associated with nocturnal hypoglycemia," Biometrics, The International Biometric Society, vol. 77(1), pages 343-351, March.
    5. Anna Gottard & Giulia Vannucci & Leonardo Grilli & Carla Rampichini, 2023. "Mixed-effect models with trees," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 17(2), pages 431-461, June.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Gerhard Tutz & Moritz Berger, 2018. "Tree-structured modelling of categorical predictors in generalized additive regression," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 12(3), pages 737-758, September.
    2. Patrick Krennmair & Timo Schmid, 2022. "Flexible domain prediction using mixed effects random forests," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 71(5), pages 1865-1894, November.
    3. Zelenkov, Yu. & Solntsev, I., 2022. "Predicting the value of professional sport clubs. A study of European soccer, 2005-2018," Journal of the New Economic Association, New Economic Association, vol. 56(4), pages 28-46.
    4. Fu, Wei & Simonoff, Jeffrey S., 2015. "Unbiased regression trees for longitudinal and clustered data," Computational Statistics & Data Analysis, Elsevier, vol. 88(C), pages 53-74.
    5. Bürgin, Reto & Ritschard, Gilbert, 2015. "Tree-based varying coefficient regression for longitudinal ordinal responses," Computational Statistics & Data Analysis, Elsevier, vol. 86(C), pages 65-80.
    6. Martin Wagner & Achim Zeileis, 2019. "Heterogeneity and Spatial Dependence of Regional Growth in the EU: A Recursive Partitioning Approach," German Economic Review, Verein für Socialpolitik, vol. 20(1), pages 67-82, February.
    7. Tsionas, Mike, 2022. "Efficiency estimation using probabilistic regression trees with an application to Chilean manufacturing industries," International Journal of Production Economics, Elsevier, vol. 249(C).
    8. Steffen Nestler & Sarah Humberg, 2022. "A Lasso and a Regression Tree Mixed-Effect Model with Random Effects for the Level, the Residual Variance, and the Autocorrelation," Psychometrika, Springer;The Psychometric Society, vol. 87(2), pages 506-532, June.
    9. Shuwen Hu & You-Gan Wang & Christopher Drovandi & Taoyun Cao, 2023. "Predictions of machine learning with mixed-effects in analyzing longitudinal data under model misspecification," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 32(2), pages 681-711, June.
    10. Jiang, Cuiqing & Wang, Zhao & Zhao, Huimin, 2019. "A prediction-driven mixture cure model and its application in credit scoring," European Journal of Operational Research, Elsevier, vol. 277(1), pages 20-31.
    11. Tsubasa Ito & Shonosuke Sugasawa, 2023. "Grouped generalized estimating equations for longitudinal data analysis," Biometrics, The International Biometric Society, vol. 79(3), pages 1868-1879, September.
    12. Kim, Seheon & Rasouli, Soora & Timmermans, Harry & Yang, Dujuan, 2018. "Estimating panel effects in probabilistic representations of dynamic decision trees using bayesian generalized linear mixture models," Transportation Research Part B: Methodological, Elsevier, vol. 111(C), pages 168-184.
    13. Bürgin, Reto & Ritschard, Gilbert, 2017. "Coefficient-Wise Tree-Based Varying Coefficient Regression with vcrpart," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 80(i06).
    14. Peter Calhoun & Richard A. Levine & Juanjuan Fan, 2021. "Repeated measures random forests (RMRF): Identifying factors associated with nocturnal hypoglycemia," Biometrics, The International Biometric Society, vol. 77(1), pages 343-351, March.
    15. Heidi Seibold & Torsten Hothorn & Achim Zeileis, 2019. "Generalised linear model trees with global additive effects," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 13(3), pages 703-725, September.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:126:y:2017:i:c:p:114-118. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.